/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="terminationDate">The termination date.</param>
/// <param name="regularPeriodStartDate">The regular period start date.</param>
/// <param name="periodFrequency">The period frequency.</param>
/// <param name="stubPeriodType">Type of the stub period.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(DateTime effectiveDate, DateTime terminationDate, DateTime regularPeriodStartDate, CalculationPeriodFrequency periodFrequency, StubPeriodTypeEnum?stubPeriodType)
{
CalculationPeriodDates = null;
PeriodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency);
_effectiveDate = effectiveDate;
_termDate = terminationDate;
RollConvention = periodFrequency.rollConvention;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, terminationDate, regularPeriodStartDate, periodFrequency, stubPeriodType);
return(_unadjustedDateScheduleList);
}
/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="periodToTerminationDate">The period to termination date.</param>
/// <param name="periodFrequency">The period frequency.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(DateTime effectiveDate, CalculationPeriodFrequency periodToTerminationDate, CalculationPeriodFrequency periodFrequency)
{
CalculationPeriodDates = null;
PeriodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency);
_effectiveDate = effectiveDate;
_termDate = PeriodInterval.Add(effectiveDate);
RollConvention = periodFrequency.rollConvention;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, periodToTerminationDate, periodFrequency);
return(_unadjustedDateScheduleList);
}
/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="calculationPeriodDates">The calculation period dates.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(CalculationPeriodDates calculationPeriodDates)
{
CalculationPeriodDates = calculationPeriodDates;
PeriodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(calculationPeriodDates.calculationPeriodFrequency);
_effectiveDate = XsdClassesFieldResolver.CalculationPeriodDatesGetEffectiveDate(calculationPeriodDates).unadjustedDate.Value;
_termDate = XsdClassesFieldResolver.CalculationPeriodDatesGetTerminationDate(calculationPeriodDates).unadjustedDate.Value;
RollConvention = calculationPeriodDates.calculationPeriodFrequency.rollConvention;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(_effectiveDate, _termDate, calculationPeriodDates);
return(_unadjustedDateScheduleList);
}
public void LongFinalStubSpecifiedButNoStub()
{
DateTime startDate = new DateTime(2007, 01, 5);
DateTime endDate = new DateTime(2012, 01, 5);
RollConventionEnum rollConvention = RollConventionEnum.Item5;
CalculationPeriodFrequency periodFrequency = CalculationPeriodFrequencyHelper.Parse("3M", rollConvention.ToString());
CalculationPeriodSchedule cps = new CalculationPeriodSchedule();
Period periodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency);
List <CalculationPeriod> unadjustedCalcPeriods = cps.GetUnadjustedCalculationDateSchedule(startDate, endDate, periodInterval, rollConvention, StubPeriodTypeEnum.LongFinal);
Assert.AreEqual(unadjustedCalcPeriods.Count, 20);
Assert.IsFalse(cps.HasFinalStub);
Assert.IsFalse(cps.HasInitialStub);
}
public void ShortFinalStubSpecifiedFromTermination()
{
DateTime startDate = new DateTime(2007, 01, 5);
DateTime endDate = new DateTime(2010, 01, 5);
RollConventionEnum rollConvention = RollConventionEnum.Item12;
CalculationPeriodFrequency periodFrequency = CalculationPeriodFrequencyHelper.Parse("3M", rollConvention.ToString());
Period periodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency);
CalculationPeriodSchedule cps = new CalculationPeriodSchedule();
DateTime lastRegularPeriodEndDate = new DateTime(2009, 8, 12);
List <CalculationPeriod> unadjustedCalcPeriods = cps.GetUnadjustedCalculationDateScheduleFromTermDate(startDate, endDate, periodInterval, lastRegularPeriodEndDate, rollConvention, StubPeriodTypeEnum.ShortFinal);
Assert.AreEqual(unadjustedCalcPeriods.Count, 13);
Assert.IsTrue(cps.HasFinalStub);
Assert.IsTrue(cps.HasInitialStub);
Assert.IsTrue(CalculationPeriodHelper.IsShortStub(unadjustedCalcPeriods[unadjustedCalcPeriods.Count - 1], cps.PeriodInterval));
}